pepstein5@gmail.com wrote:> Ray Vickson wrote:>> JohnF wrote:>>> You're given that two independent events, A and B, will occur>>> at some future times. You don't know when they'll occur, but>>> you're given two pdf's for that, a(t),b(t),t>=0, with all>>> the usual interpretation. What's the prob A occurs before B?>>> John Forkosh>> >> I think you mis-understood what he said and meant;>> when he said times <= N, I think he meant that you can>> replace the continuous and unbounded t in a(t) and b(t) by>> some finite set t_1, t_2, ..., t_N and work with>> the discrete version of the problem. After doing that,>> you can pass to the continuous limit.>> Ray Vickson> > This is correct about what I meant. Also, the OP's most recent> posting does a good job of explaining what was unclear about> my initial response. The "event" was indeed an ambiguous expression.> I meant "the event that B occurs at a time when A hasn't occurred."> > I said "Then the probability that you require is> p(a(t) = 1 and b(t) < 1) + p(a(t) = 2 and b(t) < 2) ...."> By "event" I meant the event to which the above probability applies.> Paul Epstein

Thanks for the clarifications,-- John Forkosh ( mailto: j@f.com where j=john and f=forkosh )